Entropy-regularized optimal transport over networks with incomplete marginals information
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arXiv
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866913431198629888 |
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| author | Pathan, Aayan Masood Pavon, Michele |
| author_facet | Pathan, Aayan Masood Pavon, Michele |
| contents | We study in this paper optimal mass transport over a strongly connected, directed graph on a given discrete time interval. Differently from previous literature, we do not assume full knowledge of the initial and final goods distribution over the network nodes. In spite of the meager information, we show that it is possible to characterize the most likely flow in two important cases: The first one is when the initial and/or final distribution is only known on proper subsets of the nodes. The second case is when only some moments of the marginal distributions are known. As an important by-product, we determine the most likely initial and final marginals on the whole state space. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_00348 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Entropy-regularized optimal transport over networks with incomplete marginals information Pathan, Aayan Masood Pavon, Michele Probability 60J10 We study in this paper optimal mass transport over a strongly connected, directed graph on a given discrete time interval. Differently from previous literature, we do not assume full knowledge of the initial and final goods distribution over the network nodes. In spite of the meager information, we show that it is possible to characterize the most likely flow in two important cases: The first one is when the initial and/or final distribution is only known on proper subsets of the nodes. The second case is when only some moments of the marginal distributions are known. As an important by-product, we determine the most likely initial and final marginals on the whole state space. |
| title | Entropy-regularized optimal transport over networks with incomplete marginals information |
| topic | Probability 60J10 |
| url | https://arxiv.org/abs/2404.00348 |